Parasites infecting horses are ubiquitous and clinically important across the world. The major parasitic threats to equine health are cyathostomins, Parascaris equorum, Anoplocephala perfoliata, and Strongylus vulgaris. Increasing levels of anthelmintic resistance reported world-wide in equine parasites have led to recommendations of constructing sustainable parasite control programs based on systematic surveillance of parasite levels. Regulations at the European Union level now make anthelmintics available on prescription-only basis and disallow prophylactic treatment. This emphasizes the needs for reliable and practical diagnostic tools for detection of major parasites infecting equines. The current, widely-used coprological techniques are important and useful, but they do have considerable limitations as they are incapable of diagnosing the pathogenic migrating stages. Species-specific molecular assays have been developed for diagnosing patent infections with 21 cyathostomin species, A. perfoliata, and S. vulgaris, but none of these have found use in practice. An antibody-directed enzyme-linked immunosorbent assay (ELISA) has been developed, validated and made commercially available for diagnosing A. perfoliata infection, but interpretation is complicated by the fact that horses not harbouring tapeworms can maintain elevated antibody titres. Recent work with a coproantigen ELISA has shown promise for reliable detection of current A. perfoliata infection. Perhaps most remarkable is the fact that the pathogenic larval stages of cyathostomins and large strongyles cannot be detected by any of the available diagnostics. With the lengthy prepatency periods characterizing these parasites, there is a huge need for developing such assays. The recent identification of a possible diagnostic marker for encysted cyathostomins holds great promise, and could become very useful in clinical practice. Several attempts have been made to construct assays for diagnosing the highly pathogenic migrating larvae of S. vulgaris, but none of these have performed sufficiently to make a useful test. The present review illustrates that classical coprological techniques remain the cornerstone of equine parasitology diagnosis and surveillance, and will remain so in a foreseeable future. However, promising progress has been made for developing assays capable of diagnosing prepatent stages of strongyle infection, and there is reason to hope for validated and useful assays in the relative near future.